Analysis run in : 2024-07-27 09:00
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Table Visualization¶
Out[13]:
| category | codeCOT | futures | latest | deltaW | zscore3M | zscore6M | |
|---|---|---|---|---|---|---|---|
| 0 | equities | 13874A | E-MINI S&P 500 | -28,033 | 41,756 | 0.384698 | 0.855293 |
| 1 | equities | 1170E1 | VIX FUTURES | -58,038 | 4,267 | -0.819076 | -1.098031 |
| 2 | equities | 239742 | RUSSELL E-MINI | -58,109 | -10,252 | -0.865580 | -1.415100 |
| 3 | equities | 12460+ | DJIA Consolidated | 11,376 | -3,872 | 0.435662 | -0.336052 |
| 4 | equities | 209742 | NASDAQ MINI | 229 | -6,480 | -0.863896 | -0.781050 |
| 5 | equities | 240741 | NIKKEI STOCK AVERAGE | -5,725 | -432 | -1.376724 | -1.693453 |
| 6 | rates | 043602 | UST 10Y NOTE | -660,611 | -52,171 | -2.030527 | -0.912186 |
| 7 | rates | 044601 | UST 5Y NOTE | -1,531,295 | 57,070 | -0.645240 | -1.260099 |
| 8 | rates | 042601 | UST 2Y NOTE | -1,149,947 | 41,210 | -0.373091 | -0.485764 |
| 9 | rates | 020601 | UST BOND | -65,726 | -23,166 | -1.750410 | -0.584324 |
| 10 | rates | 045601 | FED FUNDS | -137,021 | -51,607 | -0.988493 | -0.545690 |
| 11 | rates | 132741 | EURODOLLARS-3M | 0 | 0 | 0.000000 | 0.000000 |
| 12 | currencies | 098662 | USD INDEX | 18,203 | -331 | 1.188948 | 1.873034 |
| 13 | currencies | 097741 | JAPANESE YEN | -110,457 | 43,898 | 1.793978 | 0.879653 |
| 14 | currencies | 099741 | EURO FX | 46,352 | 6,669 | 0.932609 | 0.279709 |
| 15 | currencies | 096742 | BRITISH POUND | 147,196 | 8,888 | 1.864236 | 2.541412 |
| 16 | currencies | 232741 | AUSTRALIAN DOLLAR | -10,096 | -20,465 | 1.052690 | 1.630536 |
| 17 | currencies | 090741 | CANADIAN DOLLAR | -162,330 | -28,994 | -1.813714 | -1.889349 |
| 18 | currencies | 095741 | MEXICAN PESO | 65,174 | 3,506 | -0.936736 | -1.312708 |
| 19 | currencies | 112741 | NZ DOLLAR | 4,514 | -8,047 | -0.159638 | 0.109828 |
| 20 | currencies | 092741 | SWISS FRANC | -43,155 | 7,776 | 0.194731 | -0.787211 |
| 21 | commodities | 133741 | BITCOIN | -743 | -106 | 0.023254 | 0.494435 |
| 22 | commodities | 06765T | BRENT LAST DAY | -19,667 | 247 | 0.532136 | 0.260589 |
| 23 | commodities | 088691 | GOLD | 268,566 | -19,952 | 1.287855 | 1.184783 |
| 24 | commodities | 085692 | COPPER- #1 | 35,735 | -18,200 | -2.112610 | 0.170250 |
| 25 | commodities | 023651 | NAT GAS NYME | -91,050 | 5,533 | 0.734634 | 1.052529 |
| 26 | commodities | 111659 | GASOLINE RBOB | 31,872 | -6,610 | -1.329217 | -1.694197 |
| 27 | commodities | 022651 | NY HARBOR ULSD | 13,804 | -2,518 | 0.038974 | -0.131524 |
| 28 | commodities | 084691 | SILVER | 44,298 | -11,736 | -1.788536 | 0.155508 |
| 29 | commodities | 076651 | PLATINUM | 11,384 | -11,726 | -1.164213 | -0.362392 |
| 30 | commodities | 002602 | CORN | -255,943 | 17,492 | -1.090267 | -0.831823 |
| 31 | commodities | 005602 | SOYBEANS | -160,313 | 32,185 | -0.871907 | -0.557753 |
| 32 | commodities | 001602 | WHEAT-SRW | -50,008 | 1,249 | -0.963823 | -0.474328 |
| 33 | commodities | 001612 | WHEAT-HRW | -27,887 | 2,016 | -0.597918 | -0.185392 |
| 34 | commodities | 057642 | LIVE CATTLE | 79,530 | 486 | 0.508998 | 0.380731 |
| 35 | commodities | 054642 | LEAN HOGS | 8,622 | 8,254 | -0.826692 | -1.261589 |
| 36 | commodities | 080732 | SUGAR NO. 11 | 14,449 | -43,463 | -0.025827 | -0.749607 |
| 37 | commodities | 033661 | COTTON NO. 2 | -27,139 | -7,398 | -1.265544 | -1.316100 |
| 38 | commodities | 083731 | COFFEE C | 65,632 | -4,718 | -0.400549 | 0.357171 |
| 39 | commodities | 073732 | COCOA | 23,120 | 1,443 | 1.175324 | -0.374348 |
| 40 | commodities | 040701 | FRZN CONCENTRATED ORANGE JUICE | 3,743 | 20 | 0.037292 | 0.807474 |
Plotting plotly¶
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